Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets
Réveillac, Anthony (2009), Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets, Stochastic Analysis and Applications, 27, 1, p. 51-73. http://dx.doi.org/10.1080/07362990802564491
TypeArticle accepté pour publication ou publié
External document linkhttp://arxiv.org/abs/0801.3416v3
Journal nameStochastic Analysis and Applications
MetadataShow full item record
Abstract (EN)In this article, we state and prove a central limit theorem for the finite-dimensional laws of the quadratic variations process of certain fractional Brownian sheets. The main tool of this article is a method developed by Nourdin and Nualart in  based on the Malliavin calculus.
Subjects / KeywordsFunctional limit theorems; Malliavin calculus; Two-parameter fractional Brownian motion
Showing items related by title and author.